+48.4%
NU vs ELV
+3.5%
+44.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +10.8% | +2.0% | +8.8% | +10.3% |
| 3M | +32.2% | -3.5% | +35.6% | +32.8% |
| 6M | +5.1% | +40.2% | -35.1% | -2.5% |
| YTD | -8.4% | +15.8% | -24.3% | -12.1% |
| 1Y | +0.7% | +33.2% | -32.4% | -6.7% |
| 3Y | +125.1% | -6.2% | +131.3% | +121.1% |
| All | +48.4% | +3.5% | +44.9% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling